FCUD.TO vs. BLOV.TO
FCUD.TO (Fidelity U.S. High Dividend ETF) and BLOV.TO (Brompton North American Low Volatility Dividend ETF) are both Dividend funds. Both are actively managed. Over the past 5 years, FCUD.TO returned 9.99%/yr vs 8.19%/yr for BLOV.TO. At a 0.17 correlation, their price movements are largely independent.
Performance
FCUD.TO vs. BLOV.TO - Performance Comparison
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Returns By Period
In the year-to-date period, FCUD.TO achieves a 14.75% return, which is significantly higher than BLOV.TO's 13.38% return.
FCUD.TO
- 1D
- 0.07%
- 1M
- 0.46%
- 6M
- 10.36%
- YTD
- 14.75%
- 1Y
- 5.31%
- 3Y*
- 11.70%
- 5Y*
- 9.99%
- 10Y*
- —
BLOV.TO
- 1D
- 0.22%
- 1M
- 1.49%
- 6M
- 12.19%
- YTD
- 13.38%
- 1Y
- 19.69%
- 3Y*
- 12.75%
- 5Y*
- 8.19%
- 10Y*
- —
FCUD.TO vs. BLOV.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FCUD.TO Fidelity U.S. High Dividend ETF | 14.75% | -5.65% | 22.63% | 8.12% | 0.48% | 31.54% | 18.00% |
BLOV.TO Brompton North American Low Volatility Dividend ETF | 13.38% | 14.08% | 11.35% | -1.53% | -6.53% | 21.12% | 8.97% |
Correlation
The correlation between FCUD.TO and BLOV.TO is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since May 5, 2020 | 0.17 |
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Return for Risk
FCUD.TO vs. BLOV.TO — Risk / Return Rank
FCUD.TO
BLOV.TO
FCUD.TO vs. BLOV.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity U.S. High Dividend ETF (FCUD.TO) and Brompton North American Low Volatility Dividend ETF (BLOV.TO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FCUD.TO | BLOV.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.81 | ||
| Sortino ratioReturn per unit of downside risk | -2.67 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.45 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | 3.95 | -3.57 |
| Martin ratioReturn relative to average drawdown | 0.87 | 13.24 | -12.37 |
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Drawdowns
FCUD.TO vs. BLOV.TO - Drawdown Comparison
The maximum FCUD.TO drawdown since its inception was -38.79%, smaller than the maximum BLOV.TO drawdown of -46.98%. Use the drawdown chart below to compare losses from any high point for FCUD.TO and BLOV.TO.
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Drawdown Indicators
| FCUD.TO | BLOV.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.79% | -46.98% | +8.19% |
Max Drawdown (1Y)Largest decline over 1 year | -14.19% | -5.23% | -8.96% |
Max Drawdown (3Y)Largest decline over 3 years | -16.13% | -41.86% | +25.73% |
Max Drawdown (5Y)Largest decline over 5 years | -16.13% | -46.98% | +30.85% |
Current DrawdownCurrent decline from peak | -1.54% | -1.43% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -4.69% | -4.48% | -0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.12% | 1.56% | +4.56% |
Volatility
FCUD.TO vs. BLOV.TO - Volatility Comparison
The current volatility for Fidelity U.S. High Dividend ETF (FCUD.TO) is 1.82%, while Brompton North American Low Volatility Dividend ETF (BLOV.TO) has a volatility of 4.96%. This indicates that FCUD.TO experiences smaller price fluctuations and is considered to be less risky than BLOV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FCUD.TO | BLOV.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.82% | 4.96% | -3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 6.34% | 7.78% | -1.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.38% | 9.20% | +3.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.11% | 33.19% | -20.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.82% | 30.18% | -12.36% |
Dividends
FCUD.TO vs. BLOV.TO - Dividend Comparison
FCUD.TO's dividend yield for the trailing twelve months is around 2.46%, less than BLOV.TO's 3.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BLOV.TO Brompton North American Low Volatility Dividend ETF | 3.71% | 4.13% | 4.51% | 4.80% | 4.25% | 3.19% | 2.45% | 0.00% | 0.00% |
FCUD.TO Fidelity U.S. High Dividend ETF | 2.46% | 3.13% | 2.15% | 2.45% | 2.72% | 2.16% | 4.10% | 2.90% | 1.01% |
Frequently Asked Questions
FCUD.TO and BLOV.TO have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: Fidelity and Brompton.
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